In a small bowl, whisk together the egg yolks with a wire whisk until they lighten in color. Gradually add the sugar, a bit at a time, and thoroughly whisk together until completely incorporated before adding additional sugar. Whisk in the salt.
Place a medium bowl and whisk next to the stove. If the custard starts to curdle, you'll need this ready to pour in the custard and whisk like crazy to keep from ruining. If this happens, and you're able to save it from curdling, I recommend you still strain the custard before continuing with the recipe.
In a medium saucepan, heat up the milk and half of the cream to just below simmering. The milk will start to steam, and the suggestion of bubbles will appear at the edge of the pot. Remove the pot from the heat and pour roughly one-third of the mixture into a measuring cup.
Gradually stream the hot milk into the eggs, whisking vigorously and continuously. Whisk the yolk mixture gradually back into the pan. Stir constantly over medium heat until the sauce thickens. If you use a thermometer, don't allow the temperature to exceed 170˚F. Eggs begin to coagulate at 160˚F, and curdle at 170˚F. It's also important the rising temperature of the eggs and milk is slow. Another way to know if the custard is ready is to dip a wooden spoon into the mixture and look at the back of the spoon. If the eggs have set into a custard, the back of the spoon will be coated. Remove from the heat. Stir in the rum and vanilla extract.
Whisk the remaining heavy whipping cream in a small bowl, using an electric mixer, until soft peaks form. Gently fold the whipped cream into custard mixture. Refrigerate for two days.
If using as a drink, pour into glasses, and top with a little sprinkle of nutmeg. If using as a sauce, whisk in the nutmeg and serve.